+73.9%
CME vs SITM
+4,532.8%
-4,458.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.3% | -0.3% |
| 7D | -2.4% | +4.8% | -7.2% | -2.6% |
| 30D | +6.2% | -9.7% | +15.9% | +6.5% |
| 3M | +4.4% | -9.3% | +13.7% | +4.3% |
| 6M | -9.6% | +69.5% | -79.2% | -12.9% |
| YTD | +3.8% | +70.5% | -66.7% | -0.3% |
| 1Y | +9.5% | +145.3% | -135.7% | +2.7% |
| 3Y | +51.9% | +432.8% | -380.9% | +29.0% |
| 5Y | +78.7% | +174.0% | -95.3% | +51.3% |
| All | +73.9% | +4,532.8% | -4,458.9% | -13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SITM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling